BEST LINEAR UNBIASED ESTIMATE USING BUYS-BALLOT PROCEDURE WHEN TREND-CYCLE COMPONENT IS LINEAR
نویسندگان
چکیده
منابع مشابه
Best Linear Unbiased Estimation in Linear Models
where X is a known n × p model matrix, the vector y is an observable ndimensional random vector, β is a p × 1 vector of unknown parameters, and ε is an unobservable vector of random errors with expectation E(ε) = 0, and covariance matrix cov(ε) = σV, where σ > 0 is an unknown constant. The nonnegative definite (possibly singular) matrix V is known. In our considerations σ has no role and hence ...
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ژورنال
عنوان ژورنال: Pakistan Journal of Statistics and Operation Research
سال: 2011
ISSN: 2220-5810,1816-2711
DOI: 10.18187/pjsor.v7i2.183